Appendix A Some formulae in special functions [056P]
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For developing quantitative estimates in Section 5, we need to use some formulae
and facts about the modified Bessel functions and the confluent hypergeometric functions.
Some formulae applied in our concrete setting are in fact not completely standard in the literature, which deserves some proof.
For making the paper the self-contained and for readers’ convenience,
we try to summarize those results with detailed and checkable proofs in this section. Our main reference is [Leb72].
A.1. Modified Bessel functions
Let , we consider the following modified Bessel equation
(A.1)
First, for any , we define
(A.2)
In the special case with , then the above definition can be also explained as
(A.3)
Immediately, for any positive integer , we have
(A.4)
Next we define
as follows,
(A.5)
One can check that and are two linearly independent solutions to (A.1). In the literature, and are usually called modified Bessel functions.
In our context, mainly we are interested in the solutions and with an index and .
The simples case is
such that both and have explicit formulae:
(A.6)
The main part of this subsection is to prove the following useful integral representations for and .
Lemma A.1.
Given ,
then the following integral formulae hold for each ,
(A.7)
(A.8)
Proof.
First, we prove the integral formula for . The idea of the proof was originally inspired by Hankel’s representation formula for the reciprocal gamma function. In fact, let be a contour winding around the negative -axis. In our particular case, , where and are two rays parallel to and is an arc of the unit circle centered at the origin (See Figure A.1). So Hankel’s representation formula gives that
(A.9)
By the power series definition of ,
(A.10)
For every , we make change of variables for each ,
(A.11)
Letting and tend to each other, then in terms of the variables ,
(A.12)
The integral formula for
follows easily from the above integral representation for and the definition
Now we summarize some results regarding the confluent hypergeometric functions which are used in Section 5. Given such that and is not a negative integer, we consider the following confluent hypergeometric equation
(A.14)
Let
(A.15)
where we define the notation and . So the power series is always well-defined for all , and .
Moreover, for any fixed , the function is entire in and meromorphic in with simple poles at negative integers.
It is by straightforward calculations that the function is a solution to (A.14). In the literature, is called Kummer’s (confluent hypergeometric) function. Moreover, when , one can directly check that the function
, which is linearly independent of , also solves (A.14). Therefore,
the
general solution of (A.14) for is
(A.16)
The power series definition of immediately gives the following integral representation formula which is well known in the literature. We include a short proof just for the convenience of the readers.
Lemma A.2.
For any , then for each ,
(A.17)
Proof.
Given , let be the beta function which is defined by
(A.18)
Then the beta function satisfies .
The above formulae imply that
(A.19)
Now we return to the definition of , combining the above summation,
(A.20)
The proof is done.
∎
Given and , we define the function
(A.21)
Quick computations show that for each , the function
is a solution to the confluent hypergeometric equation (A.14) on the positive real axis .
Now let and , thanks to (A.16), the function can be written in terms of Kummer’s function . Evaluating those functions and their derivatives at , one can easily obtain
(A.22)
Notice that, the above relation is well-defined for each and non-integral . Moreover, if , then the right hand side of (A.22) will tend to a definite limit.
The function is usually called Tricomi’s (confluent hypergeometric) function.
In our context, we are also interested in the case .
It can be directly verified that, if , the function
(A.23)
solves equation (A.14).
Moreover, it immediately follows from the integral representation of that for any ,
(A.24)
In summary,
if ,
the equation (A.14) has two linearly independent solutions
and .
The asymptotic behavior of , and
can be easily seen from the above integral formulae. In fact, we have the following
Lemma A.3.
The following asymptotics hold:
(1)
Let and satisfy , then
(A.25)
(2)
Let , then
(A.26)
(3)
Let , then
(A.27)
Proof.
The proof is straightforward.
For example, we only prove
(A.28)
as . The calculations of the remaining cases are the same. We make change of variables and let
, then
(A.29)
Since and , it is obvious . Hence dominated convergence theorem implies
(A.30)
Therefore, as ,
(A.31)
∎
Next we introduce some recurrence formulae for Kummer’s function.
Lemma A.4.
Let and , then for each ,
(A.32)
(A.33)
Proof.
The formula can be quickly verified by applying the power series definition of .
∎
With the above recurrence formula, we can extend the domain of indices in Lemma A.3 for Kummer’s function.
Lemma A.5.
For any and such that
, then
(A.34)
Proof.
We start with the initial step by assuming
and . Then Lemma A.3 in this case shows that the desired asymptotics hold in this case.
Applying the recurrence formula (A.33), we can extend the domain of indices to and . Then applying (A.32), one can obtain the desired asymptotics for all . The proof is done.
∎
Now we prove the general case. Since both
and
are entire functions in , so the standard analytic continuation theorem implies that
holds for any arbitrary and .
∎
Next we give another integral representation for Kummer’s function in the case , which has a crucial role in Section 5.
Lemma A.7.
Assume that and , then it holds that
(A.37)
Proof.
By definition,
(A.38)
Integrating the above expansion, it follows that
(A.39)
By the recursive formula of the Gamma function, , so it follows that
(A.40)
Therefore,
(A.41)
The last equality follows from Kummer’s transformation law.
∎
Lemma A.8.
Let , then for all
(A.42)
(A.43)
Proof.
The relation (A.42) can be verified by the power series definition of and , so we just omit the computations.
To prove (A.43), first we assume is not an integer. Combining the definition
(A.44)
and the relation
(A.45)
which is given by (A.22).
If is an integer, the relation (A.43) can be obtained by the limiting definition of and the continuity argument for .
∎
The following corollary shows the asymptotic behavior
of and as .
Corollary A.8.1.
Let , then we have
(A.46)
and
(A.47)
Proof.
The proof follows from Lemma A.3, Lemma A.5 and Lemma A.8.
∎